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• TradeDeliverableObligationsPhysicalSettlementMatrix.java

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cdm.event.common.validation.datarule.TradeDeliverableObligationsPhysicalSettlementMatrix Maven / Gradle / Ivy

package cdm.event.common.validation.datarule;

import cdm.base.datetime.Period;
import cdm.base.staticdata.asset.credit.NotDomesticCurrency;
import cdm.base.staticdata.asset.credit.SpecifiedCurrency;
import cdm.event.common.ContractDetails;
import cdm.event.common.Trade;
import cdm.legaldocumentation.common.AgreementName;
import cdm.legaldocumentation.common.ContractualMatrix;
import cdm.legaldocumentation.common.LegalAgreement;
import cdm.legaldocumentation.common.LegalAgreementIdentification;
import cdm.legaldocumentation.common.MatrixTypeEnum;
import cdm.legaldocumentation.common.metafields.FieldWithMetaMatrixTypeEnum;
import cdm.product.asset.CreditDefaultPayout;
import cdm.product.common.settlement.DeliverableObligations;
import cdm.product.common.settlement.PCDeliverableObligationCharac;
import cdm.product.common.settlement.PhysicalSettlementTerms;
import cdm.product.common.settlement.SettlementTerms;
import cdm.product.template.EconomicTerms;
import cdm.product.template.NonTransferableProduct;
import cdm.product.template.Payout;
import com.google.inject.ImplementedBy;
import com.rosetta.model.lib.annotations.RosettaDataRule;
import com.rosetta.model.lib.expression.CardinalityOperator;
import com.rosetta.model.lib.expression.ComparisonResult;
import com.rosetta.model.lib.mapper.MapperS;
import com.rosetta.model.lib.path.RosettaPath;
import com.rosetta.model.lib.validation.ValidationResult;
import com.rosetta.model.lib.validation.ValidationResult.ValidationType;
import com.rosetta.model.lib.validation.Validator;

import static com.rosetta.model.lib.expression.ExpressionOperators.*;

/**
 * @version 6.0.0-dev.82
 */
@RosettaDataRule("TradeDeliverableObligationsPhysicalSettlementMatrix")
@ImplementedBy(TradeDeliverableObligationsPhysicalSettlementMatrix.Default.class)
public interface TradeDeliverableObligationsPhysicalSettlementMatrix extends Validator {
	
	String NAME = "TradeDeliverableObligationsPhysicalSettlementMatrix";
	String DEFINITION = "if (contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix -> matrixType all <> MatrixTypeEnum -> CreditDerivativesPhysicalSettlementMatrix or contractDetails -> documentation -> legalAgreementIdentification -> agreementName -> contractualMatrix -> matrixType is absent) and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations exists then (product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> notSubordinated exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> specifiedCurrency exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> notSovereignLender exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> notDomesticCurrency exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> notDomesticLaw exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> notContingent exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> notDomesticIssuance exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> assignableLoan exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> consentRequiredLoan exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> transferable exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> maximumMaturity exists and product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> notBearer exists) and (product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> fullFaithAndCreditObLiability exists or product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> generalFundObligationLiability exists or product -> economicTerms -> payout -> CreditDefaultPayout -> settlementTerms -> physicalSettlementTerms -> deliverableObligations -> revenueObligationLiability exists)";
	
	ValidationResult validate(RosettaPath path, Trade trade);
	
	class Default implements TradeDeliverableObligationsPhysicalSettlementMatrix {
	
		@Override
		public ValidationResult validate(RosettaPath path, Trade trade) {
			ComparisonResult result = executeDataRule(trade);
			if (result.get()) {
				return ValidationResult.success(NAME, ValidationResult.ValidationType.DATA_RULE, "Trade", path, DEFINITION);
			}
			
			String failureMessage = result.getError();
			if (failureMessage == null || failureMessage.contains("Null") || failureMessage == "") {
				failureMessage = "Condition has failed.";
			}
			return ValidationResult.failure(NAME, ValidationType.DATA_RULE, "Trade", path, DEFINITION, failureMessage);
		}
		
		private ComparisonResult executeDataRule(Trade trade) {
			try {
				if (notEqual(MapperS.of(trade).map("getContractDetails", _trade -> _trade.getContractDetails()).mapC("getDocumentation", contractDetails -> contractDetails.getDocumentation()).map("getLegalAgreementIdentification", legalAgreement -> legalAgreement.getLegalAgreementIdentification()).map("getAgreementName", legalAgreementIdentification -> legalAgreementIdentification.getAgreementName()).mapC("getContractualMatrix", agreementName -> agreementName.getContractualMatrix()).map("getMatrixType", contractualMatrix -> contractualMatrix.getMatrixType()).map("Type coercion", fieldWithMetaMatrixTypeEnum -> fieldWithMetaMatrixTypeEnum.getValue()), MapperS.of(MatrixTypeEnum.CREDIT_DERIVATIVES_PHYSICAL_SETTLEMENT_MATRIX), CardinalityOperator.All).or(notExists(MapperS.of(trade).map("getContractDetails", _trade -> _trade.getContractDetails()).mapC("getDocumentation", contractDetails -> contractDetails.getDocumentation()).map("getLegalAgreementIdentification", legalAgreement -> legalAgreement.getLegalAgreementIdentification()).map("getAgreementName", legalAgreementIdentification -> legalAgreementIdentification.getAgreementName()).mapC("getContractualMatrix", agreementName -> agreementName.getContractualMatrix()).map("getMatrixType", contractualMatrix -> contractualMatrix.getMatrixType()))).and(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getSettlementTerms", creditDefaultPayout -> creditDefaultPayout.getSettlementTerms()).map("getPhysicalSettlementTerms", settlementTerms -> settlementTerms.getPhysicalSettlementTerms()).map("getDeliverableObligations", physicalSettlementTerms -> physicalSettlementTerms.getDeliverableObligations()))).getOrDefault(false)) {
					return exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getSettlementTerms", creditDefaultPayout -> creditDefaultPayout.getSettlementTerms()).map("getPhysicalSettlementTerms", settlementTerms -> settlementTerms.getPhysicalSettlementTerms()).map("getDeliverableObligations", physicalSettlementTerms -> physicalSettlementTerms.getDeliverableObligations()).map("getNotSubordinated", deliverableObligations -> deliverableObligations.getNotSubordinated())).and(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getSettlementTerms", creditDefaultPayout -> creditDefaultPayout.getSettlementTerms()).map("getPhysicalSettlementTerms", settlementTerms -> settlementTerms.getPhysicalSettlementTerms()).map("getDeliverableObligations", physicalSettlementTerms -> physicalSettlementTerms.getDeliverableObligations()).map("getSpecifiedCurrency", deliverableObligations -> deliverableObligations.getSpecifiedCurrency()))).and(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getSettlementTerms", creditDefaultPayout -> creditDefaultPayout.getSettlementTerms()).map("getPhysicalSettlementTerms", settlementTerms -> settlementTerms.getPhysicalSettlementTerms()).map("getDeliverableObligations", physicalSettlementTerms -> physicalSettlementTerms.getDeliverableObligations()).map("getNotSovereignLender", deliverableObligations -> deliverableObligations.getNotSovereignLender()))).and(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getSettlementTerms", creditDefaultPayout -> creditDefaultPayout.getSettlementTerms()).map("getPhysicalSettlementTerms", settlementTerms -> settlementTerms.getPhysicalSettlementTerms()).map("getDeliverableObligations", physicalSettlementTerms -> physicalSettlementTerms.getDeliverableObligations()).map("getNotDomesticCurrency", deliverableObligations -> deliverableObligations.getNotDomesticCurrency()))).and(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getSettlementTerms", creditDefaultPayout -> creditDefaultPayout.getSettlementTerms()).map("getPhysicalSettlementTerms", settlementTerms -> settlementTerms.getPhysicalSettlementTerms()).map("getDeliverableObligations", physicalSettlementTerms -> physicalSettlementTerms.getDeliverableObligations()).map("getNotDomesticLaw", deliverableObligations -> deliverableObligations.getNotDomesticLaw()))).and(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getSettlementTerms", creditDefaultPayout -> creditDefaultPayout.getSettlementTerms()).map("getPhysicalSettlementTerms", settlementTerms -> settlementTerms.getPhysicalSettlementTerms()).map("getDeliverableObligations", physicalSettlementTerms -> physicalSettlementTerms.getDeliverableObligations()).map("getNotContingent", deliverableObligations -> deliverableObligations.getNotContingent()))).and(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getSettlementTerms", creditDefaultPayout -> creditDefaultPayout.getSettlementTerms()).map("getPhysicalSettlementTerms", settlementTerms -> settlementTerms.getPhysicalSettlementTerms()).map("getDeliverableObligations", physicalSettlementTerms -> physicalSettlementTerms.getDeliverableObligations()).map("getNotDomesticIssuance", deliverableObligations -> deliverableObligations.getNotDomesticIssuance()))).and(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getSettlementTerms", creditDefaultPayout -> creditDefaultPayout.getSettlementTerms()).map("getPhysicalSettlementTerms", settlementTerms -> settlementTerms.getPhysicalSettlementTerms()).map("getDeliverableObligations", physicalSettlementTerms -> physicalSettlementTerms.getDeliverableObligations()).map("getAssignableLoan", deliverableObligations -> deliverableObligations.getAssignableLoan()))).and(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getSettlementTerms", creditDefaultPayout -> creditDefaultPayout.getSettlementTerms()).map("getPhysicalSettlementTerms", settlementTerms -> settlementTerms.getPhysicalSettlementTerms()).map("getDeliverableObligations", physicalSettlementTerms -> physicalSettlementTerms.getDeliverableObligations()).map("getConsentRequiredLoan", deliverableObligations -> deliverableObligations.getConsentRequiredLoan()))).and(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getSettlementTerms", creditDefaultPayout -> creditDefaultPayout.getSettlementTerms()).map("getPhysicalSettlementTerms", settlementTerms -> settlementTerms.getPhysicalSettlementTerms()).map("getDeliverableObligations", physicalSettlementTerms -> physicalSettlementTerms.getDeliverableObligations()).map("getTransferable", deliverableObligations -> deliverableObligations.getTransferable()))).and(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getSettlementTerms", creditDefaultPayout -> creditDefaultPayout.getSettlementTerms()).map("getPhysicalSettlementTerms", settlementTerms -> settlementTerms.getPhysicalSettlementTerms()).map("getDeliverableObligations", physicalSettlementTerms -> physicalSettlementTerms.getDeliverableObligations()).map("getMaximumMaturity", deliverableObligations -> deliverableObligations.getMaximumMaturity()))).and(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getSettlementTerms", creditDefaultPayout -> creditDefaultPayout.getSettlementTerms()).map("getPhysicalSettlementTerms", settlementTerms -> settlementTerms.getPhysicalSettlementTerms()).map("getDeliverableObligations", physicalSettlementTerms -> physicalSettlementTerms.getDeliverableObligations()).map("getNotBearer", deliverableObligations -> deliverableObligations.getNotBearer()))).and(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getSettlementTerms", creditDefaultPayout -> creditDefaultPayout.getSettlementTerms()).map("getPhysicalSettlementTerms", settlementTerms -> settlementTerms.getPhysicalSettlementTerms()).map("getDeliverableObligations", physicalSettlementTerms -> physicalSettlementTerms.getDeliverableObligations()).map("getFullFaithAndCreditObLiability", deliverableObligations -> deliverableObligations.getFullFaithAndCreditObLiability())).or(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getSettlementTerms", creditDefaultPayout -> creditDefaultPayout.getSettlementTerms()).map("getPhysicalSettlementTerms", settlementTerms -> settlementTerms.getPhysicalSettlementTerms()).map("getDeliverableObligations", physicalSettlementTerms -> physicalSettlementTerms.getDeliverableObligations()).map("getGeneralFundObligationLiability", deliverableObligations -> deliverableObligations.getGeneralFundObligationLiability()))).or(exists(MapperS.of(trade).map("getProduct", _trade -> _trade.getProduct()).map("getEconomicTerms", nonTransferableProduct -> nonTransferableProduct.getEconomicTerms()).mapC("getPayout", economicTerms -> economicTerms.getPayout()).map("getCreditDefaultPayout", payout -> payout.getCreditDefaultPayout()).map("getSettlementTerms", creditDefaultPayout -> creditDefaultPayout.getSettlementTerms()).map("getPhysicalSettlementTerms", settlementTerms -> settlementTerms.getPhysicalSettlementTerms()).map("getDeliverableObligations", physicalSettlementTerms -> physicalSettlementTerms.getDeliverableObligations()).map("getRevenueObligationLiability", deliverableObligations -> deliverableObligations.getRevenueObligationLiability()))));
				}
				return ComparisonResult.successEmptyOperand("");
			}
			catch (Exception ex) {
				return ComparisonResult.failure(ex.getMessage());
			}
		}
	}
	
	@SuppressWarnings("unused")
	class NoOp implements TradeDeliverableObligationsPhysicalSettlementMatrix {
	
		@Override
		public ValidationResult validate(RosettaPath path, Trade trade) {
			return ValidationResult.success(NAME, ValidationResult.ValidationType.DATA_RULE, "Trade", path, DEFINITION);
		}
	}
}